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Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries

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Author Info
Bernhard Boockmann.
Dragana Djurdjevic.
Guillaume Horny.
François Laisney.

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Abstract

We use a multivariate hazard model to analyse the ratification behaviour of ILO conventions by developing countries. The model accounts for two random effects: one at the country level, the other at the convention level. After investigating identification, we use a semi-parametric Bayesian approach based on the partial likelihood. We find diverging results between Bayesian and frequentist estimates concerning the importance of the two unobserved heterogeneities.

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Publisher Info
Paper provided by Banque de France in its series Documents de Travail with number 249.

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Length: 35 pages
Date of creation: 2009
Date of revision:
Handle: RePEc:bfr:banfra:249

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Related research
Keywords: Gibbs sampling; partial likelihood; frailties; duration analysis.;

Other versions of this item:

Find related papers by JEL classification:
C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis
D78 - Microeconomics - - Analysis of Collective Decision-Making - - - Positive Analysis of Policy-Making and Implementation
J80 - Labor and Demographic Economics - - Labor Standards - - - General
O19 - Economic Development, Technological Change, and Growth - - Economic Development - - - International Linkages to Development; Role of International Organizations

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Bolstad W. M & Manda S. O, 2001. "Investigating Child Mortality in Malawi Using Family and Community Random Effects: A Bayesian Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 12-19, March. [Downloadable!] (restricted)
  2. Honore, Bo E, 1993. "Identification Results for Duration Models with Multiple Spells," Review of Economic Studies, Blackwell Publishing, vol. 60(1), pages 241-46, January. [Downloadable!] (restricted)
  3. Ridder, Geert & Tunali, Insan, 1999. "Stratified partial likelihood estimation," Journal of Econometrics, Elsevier, vol. 92(2), pages 193-232, October. [Downloadable!] (restricted)
    Other versions:
  4. Guillaume Horny., 2009. "Inference in Mixed Proportional Hazard Models with K Random Effects," Documents de Travail 248, Banque de France. [Downloadable!]
    Other versions:
  5. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460 Elsevier. [Downloadable!] (restricted)
    Other versions:
  6. Bernhard Boockmann, 2001. "The ratification of ILO conventions: A hazard rate analysis," Economics and Politics, Blackwell Publishing, vol. 13(3), pages 281-309, November. [Downloadable!] (restricted)
  7. מחקר - ביטוח לאומי, 1996. "Volume 4," Working Papers 65, National Insurance Institute of Israel. [Downloadable!]
  8. Elbers, Chris & Ridder, Geert, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," Review of Economic Studies, Blackwell Publishing, vol. 49(3), pages 403-09, July. [Downloadable!] (restricted)
  9. Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-56, July. [Downloadable!] (restricted)
  10. Carine Milcent, 2003. "Ownership, System of reimbursement and Mortality rate relationships," DELTA Working Papers 2003-18, DELTA (Ecole normale supérieure). [Downloadable!]
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